The following pages link to (Q4277836):
Displaying 50 items.
- Estimation and testing for partially linear single-index models (Q95718) (← links)
- Nonparametric IV estimation of local average treatment effects with covariates (Q100500) (← links)
- Efficient estimation in sufficient dimension reduction (Q101639) (← links)
- The Hardness of Conditional Independence Testing and the Generalised Covariance Measure (Q118262) (← links)
- Computationally efficient confidence intervals for cross-validated area under the ROC curve estimates (Q140311) (← links)
- Improved Logrank-Type Tests for Survival Data Using Adaptive Weights (Q144879) (← links)
- Calibration for computer experiments with binary responses and application to cell adhesion study (Q149466) (← links)
- Honest confidence regions and optimality in high-dimensional precision matrix estimation (Q152848) (← links)
- Higher order tangent spaces and influence functions (Q252823) (← links)
- Representations of efficient score for coarse data problems based on Neumann series expansion (Q261830) (← links)
- Panel estimators and the identification of firm-specific efficiency levels in parametric, semiparametric and nonparametric settings (Q262763) (← links)
- Z-estimation and stratified samples: application to survival models (Q269747) (← links)
- Estimation of copula-based semiparametric time series models (Q274894) (← links)
- Semiparametric efficient adaptive estimation of asymmetric GARCH models (Q274928) (← links)
- Semiparametric efficient estimation of dynamic panel data models (Q278254) (← links)
- An efficient nonparametric estimator for models with nonlinear dependence (Q278497) (← links)
- Statistical inference for the mean outcome under a possibly non-unique optimal treatment strategy (Q282469) (← links)
- Instrumental variable quantile regression: a robust inference approach (Q290966) (← links)
- Nonparametric estimation and testing of fixed effects panel data models (Q292157) (← links)
- The benefit of group sparsity in group inference with de-biased scaled group Lasso (Q309547) (← links)
- Generalized moment estimation of stochastic differential equations (Q311323) (← links)
- Regression analysis of biased case-control data (Q312593) (← links)
- Efficient estimation in models with independence restrictions (Q341882) (← links)
- Partially linear varying coefficient models with missing at random responses (Q379987) (← links)
- Model assisted Cox regression (Q391940) (← links)
- Efficient estimation of semiparametric copula models for bivariate survival data (Q391946) (← links)
- On partial linear additive isotonic regression (Q395928) (← links)
- Generalized partially linear varying coefficient models with multiple smoothing variables (Q397217) (← links)
- Dynamic treatment regimes: technical challenges and applications (Q405345) (← links)
- Second-order asymptotic theory for calibration estimators in sampling and missing-data problems (Q406543) (← links)
- Projection-type estimation for varying coefficient regression models (Q408095) (← links)
- Reparametrization of the least favorable submodel in semi-parametric multisample models (Q418238) (← links)
- Estimation in semi-parametric regression with non-stationary regressors (Q418246) (← links)
- Profiled adaptive elastic-net procedure for partially linear models with high-dimensional covar\-i\-ates (Q419271) (← links)
- Efficient estimation for additive hazards regression with bivariate current status data (Q424308) (← links)
- General partially linear varying-coefficient transformation model with right censored data (Q434516) (← links)
- Statistically efficient construction of \(a\)-risk-minimizing portfolio (Q444218) (← links)
- \(U\)-statistic with side information (Q444948) (← links)
- ANOVA for diffusions and Itō processes (Q449957) (← links)
- Principal support vector machines for linear and nonlinear sufficient dimension reduction (Q449992) (← links)
- Large-sample study of the kernel density estimators under multiplicative censoring (Q450027) (← links)
- Likelihood ratio inference for mean residual life (Q452284) (← links)
- A note on efficient density estimators of convolutions (Q453030) (← links)
- A semiparametric efficient estimator in case-control studies (Q453281) (← links)
- Central limit theorems for local empirical processes near boundaries of sets (Q453287) (← links)
- Semi-parametric regression: efficiency gains from modeling the nonparametric part (Q453301) (← links)
- Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models (Q457054) (← links)
- A class of weighted estimators for additive hazards model in case-cohort studies (Q477582) (← links)
- Difference-based variance estimation in nonparametric regression with repeated measurement data (Q496469) (← links)
- R-estimation in semiparametric dynamic location-scale models (Q503558) (← links)
